ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
125-170 |
125-275 |
0-105 |
0.3% |
124-065 |
| High |
126-015 |
126-100 |
0-085 |
0.2% |
125-310 |
| Low |
125-160 |
125-255 |
0-095 |
0.2% |
123-235 |
| Close |
125-300 |
126-090 |
0-110 |
0.3% |
125-095 |
| Range |
0-175 |
0-165 |
-0-010 |
-5.7% |
2-075 |
| ATR |
0-250 |
0-244 |
-0-006 |
-2.4% |
0-000 |
| Volume |
889,838 |
977,861 |
88,023 |
9.9% |
6,382,768 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-217 |
127-158 |
126-181 |
|
| R3 |
127-052 |
126-313 |
126-135 |
|
| R2 |
126-207 |
126-207 |
126-120 |
|
| R1 |
126-148 |
126-148 |
126-105 |
126-178 |
| PP |
126-042 |
126-042 |
126-042 |
126-056 |
| S1 |
125-303 |
125-303 |
126-075 |
126-012 |
| S2 |
125-197 |
125-197 |
126-060 |
|
| S3 |
125-032 |
125-138 |
126-045 |
|
| S4 |
124-187 |
124-293 |
125-319 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-225 |
130-235 |
126-168 |
|
| R3 |
129-150 |
128-160 |
125-292 |
|
| R2 |
127-075 |
127-075 |
125-226 |
|
| R1 |
126-085 |
126-085 |
125-161 |
126-240 |
| PP |
125-000 |
125-000 |
125-000 |
125-078 |
| S1 |
124-010 |
124-010 |
125-029 |
124-165 |
| S2 |
122-245 |
122-245 |
124-284 |
|
| S3 |
120-170 |
121-255 |
124-218 |
|
| S4 |
118-095 |
119-180 |
124-022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-100 |
124-295 |
1-125 |
1.1% |
0-188 |
0.5% |
98% |
True |
False |
972,149 |
| 10 |
126-100 |
122-300 |
3-120 |
2.7% |
0-242 |
0.6% |
99% |
True |
False |
1,099,689 |
| 20 |
126-100 |
122-070 |
4-030 |
3.2% |
0-243 |
0.6% |
99% |
True |
False |
1,195,418 |
| 40 |
126-100 |
122-070 |
4-030 |
3.2% |
0-233 |
0.6% |
99% |
True |
False |
631,840 |
| 60 |
126-150 |
122-070 |
4-080 |
3.4% |
0-199 |
0.5% |
96% |
False |
False |
422,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-161 |
|
2.618 |
127-212 |
|
1.618 |
127-047 |
|
1.000 |
126-265 |
|
0.618 |
126-202 |
|
HIGH |
126-100 |
|
0.618 |
126-037 |
|
0.500 |
126-018 |
|
0.382 |
125-318 |
|
LOW |
125-255 |
|
0.618 |
125-153 |
|
1.000 |
125-090 |
|
1.618 |
124-308 |
|
2.618 |
124-143 |
|
4.250 |
123-194 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-066 |
126-028 |
| PP |
126-042 |
125-285 |
| S1 |
126-018 |
125-222 |
|